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~isPartOf:"Journal of banking & finance"
~subject:"ARCH-Modell"
~subject:"USA"
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Search: ("Abfallpolitik" OR "Digitalisierung" OR "Rohstoff") AND NOT isPartOf:Wirtschaftsdienst
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Subject
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ARCH-Modell
USA
Hedging
168
Commodity derivative
99
Rohstoffderivat
99
Theorie
96
Theory
96
Portfolio selection
62
Portfolio-Management
62
Volatility
60
Volatilität
60
Derivat
53
Derivative
53
Estimation
51
Schätzung
51
Welt
50
World
50
Commodity price
42
Rohstoffpreis
42
Commodity market
39
Rohstoffmarkt
39
Option pricing theory
38
Optionspreistheorie
38
Capital income
37
Kapitaleinkommen
37
Commodity exchange
36
Warenbörse
36
Risikomanagement
31
Risk management
31
ARCH model
27
United States
26
Oil price
25
Ölpreis
25
Digitalisierung
21
Digitization
21
China
20
Risikoprämie
20
Risk premium
20
Erdöl
18
Forecasting model
18
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49
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50
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50
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1
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50
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Goutte, Stéphane
2
Lee, Hsiang-tai
2
Abid, Ilyes
1
Alizadeh-Masoodian, Amir H.
1
Anderson, David P.
1
Bagirov, Miramir
1
Bonga-Bonga, Lumengo
1
Boroumand, Raphaël Homayoun
1
Bouoiyour, Jamal
1
Bouri, Elie
1
Brooks, Robert
1
Chaban, Maxym
1
Chang, Eric Chieh
1
Chang, Kuang-liang
1
Choe, Chong-mu
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Dar, Arif Billah
1
Dark, Jonathan
1
Dempsey, Michael
1
Dhaoui, Abderrazak
1
Diao, Xundi
1
Egelkraut, Thorsten Michael
1
Errami, Youssef
1
Fan, Hai
1
Fernandez-Perez, Adrian
1
Figlewski, Stephen
1
Freund, Steven
1
García, Philip
1
Ghosh, Sajal
1
Goodwin, Barry K.
1
Gray, Stephen
1
Guesmi, Khaled
1
He, Chaohua
1
He, Yingchen
1
Hong, Xin
1
Hooi Hooi Lean
1
Hu, Chunyang
1
Hung, Jui-cheng
1
Ibáñez, Alfredo
1
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Applied economics
Journal of banking & finance
The journal of futures markets
244
Energy economics
129
Working paper / National Bureau of Economic Research, Inc.
48
American journal of agricultural economics
43
The review of financial studies
40
The journal of finance : the journal of the American Finance Association
32
Economic modelling
28
International review of economics & finance : IREF
28
International review of financial analysis
28
Finance research letters
27
Working paper
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
22
Research in international business and finance
21
Journal of financial and quantitative analysis : JFQA
20
Econometric Institute research papers
18
Applied financial economics
17
Journal of agricultural and applied economics
16
Journal of international financial markets, institutions & money
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of multinational financial management
15
The energy journal
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Advances in futures and options research : a research annual
14
International Journal of Energy Economics and Policy : IJEEP
14
Applied economics letters
12
The journal of fixed income
11
Agricultural finance review
10
Discussion paper / Tinbergen Institute
10
Journal of commodity markets
10
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
10
NBER working paper series
10
Review of quantitative finance and accounting
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Agricultural economics : the journal of the International Association of Agricultural Economists
9
CESifo working papers
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
9
Journal of empirical finance
9
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ECONIS (ZBW)
50
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1
Rare earth and allied sectors in stock markets : extreme dependence of return and volatility
Bouri, Elie
;
Kanjilal, Kakali
;
Ghosh, Sajal
;
Roubaud, David
- In:
Applied economics
53
(
2021
)
49
,
pp. 5710-5730
Persistent link: https://www.econbiz.de/10012626945
Saved in:
2
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
3
Hedging and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
4
Petroleum prices and equity sector returns in petroleum exporting and importing countries : an analysis of volatility transmissions and hedging
Bagirov, Miramir
;
Mateus, Cesario
- In:
Applied economics
54
(
2022
)
23
,
pp. 2610-2626
Persistent link: https://www.econbiz.de/10013171109
Saved in:
5
Special issue: commodity and energy markets
Roncoroni, Andrea
(
ed.
);
Ronn, Ehud I.
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011966682
Saved in:
6
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
Saved in:
7
Is there an effect of policy-related uncertainty on inflation? : evidence from the United States under Trump
Selmi, Refk
;
Bouoiyour, Jamal
;
Wohar, Mark E.
;
Errami, …
- In:
Applied economics
52
(
2020
)
35
,
pp. 3858-3873
Persistent link: https://www.econbiz.de/10012258985
Saved in:
8
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
9
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
10
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua
;
Zhao, Yupei
;
Zhang, Minzhi
;
Hu, Chunyang
- In:
Applied economics
51
(
2019
)
59
,
pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
Saved in:
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